correlation
Exogenous risk overlay: take two
This is a short follow up post to one I did a couple of years ago, on " Exogenous risk management "…
This is a short follow up post to one I did a couple of years ago, on " Exogenous risk management "…
My last blog post was about a new method for a daily dynamic optimisation of portfolios with limited capital…
This is the sixth (!) post in a (loosely defined) series about finding the best way to trade futures with a …